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FEDTX vs. FKEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEDTX vs. FKEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Emerging Markets Discovery Fund Class M (FEDTX) and Fidelity Emerging Markets K (FKEMX). The values are adjusted to include any dividend payments, if applicable.

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FEDTX vs. FKEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEDTX
Fidelity Advisor Emerging Markets Discovery Fund Class M
5.98%31.19%-4.16%20.12%-12.35%6.05%16.31%18.91%-19.40%36.42%
FKEMX
Fidelity Emerging Markets K
0.98%31.18%7.26%15.36%-27.42%1.40%32.68%33.86%-17.92%46.97%

Returns By Period

In the year-to-date period, FEDTX achieves a 5.98% return, which is significantly higher than FKEMX's 0.98% return. Over the past 10 years, FEDTX has underperformed FKEMX with an annualized return of 9.17%, while FKEMX has yielded a comparatively higher 10.08% annualized return.


FEDTX

1D
1.92%
1M
-6.09%
YTD
5.98%
6M
11.47%
1Y
36.08%
3Y*
15.07%
5Y*
7.26%
10Y*
9.17%

FKEMX

1D
3.49%
1M
-7.62%
YTD
0.98%
6M
4.40%
1Y
33.13%
3Y*
14.76%
5Y*
3.11%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEDTX vs. FKEMX - Expense Ratio Comparison

FEDTX has a 1.76% expense ratio, which is higher than FKEMX's 0.77% expense ratio.


Return for Risk

FEDTX vs. FKEMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FEDTX
FEDTX Risk / Return Rank: 9595
Overall Rank
FEDTX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FEDTX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FEDTX Omega Ratio Rank: 9494
Omega Ratio Rank
FEDTX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FEDTX Martin Ratio Rank: 9595
Martin Ratio Rank

FKEMX
FKEMX Risk / Return Rank: 8585
Overall Rank
FKEMX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FKEMX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FKEMX Omega Ratio Rank: 8282
Omega Ratio Rank
FKEMX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FKEMX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FEDTX vs. FKEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Emerging Markets Discovery Fund Class M (FEDTX) and Fidelity Emerging Markets K (FKEMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FEDTXFKEMXDifference

Sharpe ratio

Return per unit of total volatility

2.59

1.75

+0.84

Sortino ratio

Return per unit of downside risk

3.22

2.36

+0.86

Omega ratio

Gain probability vs. loss probability

1.49

1.34

+0.15

Calmar ratio

Return relative to maximum drawdown

3.62

2.36

+1.26

Martin ratio

Return relative to average drawdown

13.98

8.85

+5.12

FEDTX vs. FKEMX - Sharpe Ratio Comparison

The current FEDTX Sharpe Ratio is 2.59, which is higher than the FKEMX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FEDTX and FKEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FEDTXFKEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

1.75

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.17

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.55

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.18

+0.31

Correlation

The correlation between FEDTX and FKEMX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FEDTX vs. FKEMX - Dividend Comparison

FEDTX's dividend yield for the trailing twelve months is around 4.06%, more than FKEMX's 0.07% yield.


TTM20252024202320222021202020192018201720162015
FEDTX
Fidelity Advisor Emerging Markets Discovery Fund Class M
4.06%4.31%3.30%1.63%1.10%11.36%0.05%0.48%0.87%1.51%0.95%0.22%
FKEMX
Fidelity Emerging Markets K
0.07%0.07%0.78%1.24%0.89%6.18%1.46%1.85%1.00%0.08%0.84%0.70%

Drawdowns

FEDTX vs. FKEMX - Drawdown Comparison

The maximum FEDTX drawdown since its inception was -43.70%, smaller than the maximum FKEMX drawdown of -69.07%. Use the drawdown chart below to compare losses from any high point for FEDTX and FKEMX.


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Drawdown Indicators


FEDTXFKEMXDifference

Max Drawdown

Largest peak-to-trough decline

-43.70%

-69.07%

+25.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-13.00%

+3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-27.91%

-40.79%

+12.88%

Max Drawdown (10Y)

Largest decline over 10 years

-43.70%

-43.13%

-0.57%

Current Drawdown

Current decline from peak

-7.89%

-9.97%

+2.08%

Average Drawdown

Average peak-to-trough decline

-9.26%

-21.49%

+12.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

3.47%

-0.89%

Volatility

FEDTX vs. FKEMX - Volatility Comparison

The current volatility for Fidelity Advisor Emerging Markets Discovery Fund Class M (FEDTX) is 6.74%, while Fidelity Emerging Markets K (FKEMX) has a volatility of 9.99%. This indicates that FEDTX experiences smaller price fluctuations and is considered to be less risky than FKEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEDTXFKEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

9.99%

-3.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

14.56%

-4.69%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

19.60%

-5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

18.56%

-4.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

18.46%

-2.81%